The stat module has some basic statistical functions and the StatTracker type, which watches a series of samples, keeps some simple summary statistics (sum and sumSquare in the current implementation), and can report on the mean, variance, stdev, etc. of the sample.
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Data Structures | |
| struct | _StatTracker_ |
| Holds simple summary statistics of a sample. More... | |
Typedefs | |
| typedef _StatTracker_ | StatTrackerStruct |
| Holds simple summary statistics of a sample. | |
| typedef _StatTracker_ * | StatTracker |
| Holds simple summary statistics of a sample. | |
Functions | |
| StatTracker | StatTrackerNew (void) |
| Creates a new stat tracker that is ready to have samples added to it. | |
| void | StatTrackerFree (StatTracker st) |
| Frees the memory associated with the StatTracker. | |
| void | StatTrackerAddSample (StatTracker st, double x) |
| Records the sample in the tracker. | |
| double | StatTrackerGetMean (StatTracker st) |
| Returns the mean of the samples that have been shown to the tracker. | |
| double | StatTrackerGetVariance (StatTracker st) |
| Returns the variance of the samples that have been shown to the tracker. | |
| double | StatTrackerGetStdev (StatTracker st) |
| Returns the standard deviation of the samples that have been shown to the tracker. | |
| long | StatTrackerGetNumSamples (StatTracker st) |
| Returns the number of samples shown to the stat tracker. | |
| double | StatTrackerGetNormalBound (StatTracker st, double delta) |
| Assume Gaussian and return a high confidence bound of the sample . | |
| double | StatGetNormalBound (double variance, long n, double delta) |
| Return a high confidence bound from the normal distribution. | |
| double | StatHoeffdingBoundOne (double range, double delta, long n) |
| Returns the one sided Hoeffding bound. | |
| double | StatHoeffdingBoundTwo (double range, double delta, long n) |
| Returns the two sided Hoeffding bound. | |
| float | StatLogGamma (float xx) |
| Returns the log of the gamma function of xx. | |
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Holds simple summary statistics of a sample. See stats.h for more detail. |
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Holds simple summary statistics of a sample. See stats.h for more detail. |
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Return a high confidence bound from the normal distribution. Assumes a Gaussian distribution and returns the distance from the mean within which 1 - delta of the mass lies (esentially the same function as StatTrackerGetNormalBound). |
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Returns the one sided Hoeffding bound. With n observations of a variable with the specified range. That is, the true value is less than the observed mean + this function's result with probability 1 - delta. |
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Returns the two sided Hoeffding bound. With n observations of a variable with the specified range. That is, the true value is within this function's result of the obseved mean with probability 1 - delta. |
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Returns the log of the gamma function of xx. This function is lifted from Numerical Recipes in C. |
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Records the sample in the tracker.
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Frees the memory associated with the StatTracker.
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Returns the mean of the samples that have been shown to the tracker. If you have not shown the tracker any samples this will probably crash. |
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Assume Gaussian and return a high confidence bound of the sample . Assumes a Gaussian distribution and returns the distance from the mean within which 1 - delta of the mass lies. This calls the GetStdev function internally and will crash if that crashes. |
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Returns the number of samples shown to the stat tracker.
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Returns the standard deviation of the samples that have been shown to the tracker. If you have not shown the tracker at least two samples this will probably crash. |
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Returns the variance of the samples that have been shown to the tracker. If you have not shown the tracker at least two samples this will probably crash. |
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Creates a new stat tracker that is ready to have samples added to it.
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